+116.4%
HPE vs ELF
-3.2%
+119.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.9% | -7.6% | -5.6% |
| 7D | -17.0% | -1.5% | -15.4% | -17.0% |
| 30D | -26.7% | +9.5% | -36.2% | -26.6% |
| 3M | -4.1% | +29.4% | -33.5% | -3.8% |
| 6M | +75.4% | +83.7% | -8.3% | +76.5% |
| YTD | +111.0% | +49.4% | +61.6% | +112.2% |
| 1Y | +116.4% | -3.9% | +120.4% | +124.5% |
| All | +116.4% | -3.2% | +119.7% | +124.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ELF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling